Atsushi NOZAKI


A Study on the Market Impact of the Rule for Investment Diversification at the Time of a Market Crash Using a Multi-Agent Simulation
Atsushi NOZAKI Takanobu MIZUTA Isao YAGI 
Publication:   
Publication Date: 2017/12/01
Vol. E100-D  No. 12  pp. 2878-2887
Type of Manuscript:  Special Section PAPER (Special Section on Frontiers in Agent-based Technology)
Category: Information Network
Keyword: 
artificial marketmulti agent based simulationrule of investment diversificationleveragefinancial market
 Summary | Full Text:PDF(2.1MB)